+142.1%
WBD vs COF
+116.3%
+25.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -0.7% | -5.1% | +4.4% | +1.8% |
| 30D | +1.4% | -6.0% | +7.4% | +4.4% |
| 3M | +4.4% | +14.8% | -10.4% | -3.5% |
| 6M | +0.8% | +15.3% | -14.5% | -7.7% |
| YTD | -2.7% | -13.0% | +10.3% | +2.8% |
| 1Y | +73.4% | -5.7% | +79.1% | +73.1% |
| 3Y | +142.1% | +118.1% | +24.0% | +47.6% |
| All | +142.1% | +116.3% | +25.8% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling